market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20/11/2024 2.08% 0.46 CHF 0.47 CHF 600,000 200,000 600,000 200,000 285,540 CHF 97,180 CHF 99.06% 99.06%
19/11/2024 1.98% 0.49 CHF 0.50 CHF 600,000 200,000 600,000 200,000 299,825 CHF 101,942 CHF 99.21% 99.21%
18/11/2024 1.75% 0.55 CHF 0.56 CHF 600,000 200,000 600,000 200,000 339,711 CHF 115,237 CHF 98.25% 98.25%
15/11/2024 1.68% 0.59 CHF 0.60 CHF 600,000 200,000 600,000 200,000 354,184 CHF 120,061 CHF 99.39% 99.39%
14/11/2024 1.60% 0.67 CHF 0.68 CHF 600,000 200,000 600,000 200,000 372,890 CHF 126,297 CHF 98.23% 98.23%
13/11/2024 1.69% 0.61 CHF 0.62 CHF 600,000 200,000 600,000 200,000 352,819 CHF 119,606 CHF 99.35% 99.35%
12/11/2024 1.71% 0.59 CHF 0.60 CHF 600,000 200,000 600,000 200,000 348,979 CHF 118,326 CHF 93.13% 93.13%
11/11/2024 1.93% 0.55 CHF 0.56 CHF 600,000 200,000 600,000 200,000 308,286 CHF 104,762 CHF 98.68% 98.68%
08/11/2024 2.10% 0.47 CHF 0.48 CHF 600,000 200,000 600,000 200,000 282,938 CHF 96,313 CHF 93.11% 93.11%
07/11/2024 2.03% 0.50 CHF 0.51 CHF 600,000 200,000 666,518 222,173 324,605 CHF 110,423 CHF 97.78% 97.78%

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